There's certainly a possibility that Benioff and Weiss, like Jackson, will end the show in a different way from Martin's still-unpublished books. There will only be 13 more episodes, spread across two seasons, and, as book-reading fans can attest, they've already made some significant changes to Martin's plans. The show is its own beast at this point.
Perhaps, instead of looking at the history of fantasy literature, it's best to look at the other essential part of GoT's dragonblood DNA: the prestige cable-TV drama. The default conclusion for similar series these days is to end on a final moment of ambiguity -- the "Don't Stop Believin'"-fueled cut to black of The Sopranos, the office-dwelling rage of Vic Mackey on The Shield, the melancholy montage of The Wire, the Coca-Cola dreams of Mad Men -- and then let critics, fans, and people who didn't even watch the damn thing argue about the meaning.